+13,634.3%
TSM vs CRS
+3,361.7%
+10,272.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.7% | +1.2% | +2.3% |
| 7D | +2.7% | -0.2% | +3.0% | +2.8% |
| 30D | +3.6% | -16.6% | +20.2% | +9.3% |
| 3M | -3.4% | -3.5% | +0.1% | -2.6% |
| 6M | +20.6% | +15.4% | +5.2% | +14.7% |
| YTD | +41.9% | +51.2% | -9.3% | +23.7% |
| 1Y | +84.4% | +98.3% | -13.9% | +46.1% |
| 3Y | +380.2% | +651.5% | -271.3% | +144.5% |
| 5Y | +275.3% | +1,411.1% | -1,135.8% | +46.8% |
| 10Y | +1,751.4% | +1,424.3% | +327.0% | +507.1% |
| All | +13,634.3% | +3,361.7% | +10,272.6% | +2,553.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CRS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling